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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.7426	6.21***
α ARCH Response to squared shocks	0.3367	5.38***
β GARCH Volatility persistence	0.6883	20.32***
γ leverage Additional response to negative shocks	-0.2227	-3.71***

V-Lab

PowerBank Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PowerBank Corp Analyses